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~accessRights:"restricted"
~language:"ara"
~language:"eng"
~language:"mul"
~language:"pol"
~language:"spa"
~person:"Gil-Alaña, Luis A."
~person:"Phillips, Peter C. B."
~subject:"Nichtlineare Regression"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzbeitrag"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Nichtlineare Regression
Zeitreihenanalyse
Time series analysis
83
Estimation
70
Schätzung
70
Theorie
46
Theory
46
Cointegration
42
Fractional integration
41
Kointegration
41
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Persistence
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persistence
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long memory
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Gil-Alaña, Luis A.
Phillips, Peter C. B.
Gupta, Rangan
60
Chang, Tsangyao
25
Koopman, Siem Jan
21
Tiwari, Aviral Kumar
21
Petropoulos, Fotios
18
Caporale, Guglielmo Maria
17
Spiliotis, Evangelos
17
Taylor, Robert
17
Chan, Joshua
16
Hyndman, Rob J.
16
Jawadi, Fredj
16
Omay, Tolga
16
Assimakopoulos, V.
15
Bahmani-Oskooee, Mohsen
15
Ranjbar, Omid
15
Gao, Jiti
14
Ma, Feng
14
Wang, Shouyang
14
Balcilar, Mehmet
13
Makridakis, Spyros G.
13
Marcellino, Massimiliano
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McAleer, Michael
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McElroy, Tucker
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Miller, Stephen M.
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Nonejad, Nima
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Perron, Pierre
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Camacho, Maximo
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Kang, Yanfei
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Li, Jia
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Lütkepohl, Helmut
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Moosa, Imad A.
12
Wohar, Mark E.
12
Hendry, David F.
11
Kapetanios, George
11
Leybourne, Stephen James
11
Lucas, André
11
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10
Blazsek, Szabolcs
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Journal of econometrics
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Applied economics
7
Econometric theory
5
Finance research letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Applied economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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International review of economics & finance : IREF
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Tourism economics : the business and finance of tourism and recreation
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of economic studies
2
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2
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African journal of economic and sustainable development
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Defence and peace economics
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Eastern economic journal
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Econometric reviews
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Economics letters
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Emerging markets, finance and trade : EMFT
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of empirical finance
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Journal of financial econometrics
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Journal of international development : the journal of the Development Studies Association
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Journal of international money and finance
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Peace economics, peace science and public policy
1
Review of development finance
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Scottish journal of political economy : the journal of the Scottish Economic Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
1
The South African journal of economics
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86
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1
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
2
Credit-to-GDP ratios – non-linear trends and persistence : evidence from 44 OECD economies
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
;
Malmierca, María
- In:
Journal of economic studies
50
(
2023
)
3
,
pp. 448-463
Persistent link: https://www.econbiz.de/10014252396
Saved in:
3
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
4
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
5
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
6
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
7
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
8
The behaviour of real interest rates : new evidence from a "suprasecular" perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
International finance : the only journal bridging the …
25
(
2022
)
1
,
pp. 46-64
Persistent link: https://www.econbiz.de/10013183818
Saved in:
9
GDP and population growth : evidence of fractional cointegration with historical data from 1820 onwards
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
; …
- In:
Journal of economic studies
49
(
2022
)
2
,
pp. 379-393
Persistent link: https://www.econbiz.de/10013173406
Saved in:
10
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
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